-88.0%
MSTU vs TD
+104.9%
-192.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.1% |
| 7D | -16.6% | -0.5% | -16.1% | -15.5% |
| 30D | +69.7% | -1.9% | +71.6% | +76.8% |
| 3M | -7.5% | +4.8% | -12.2% | -19.4% |
| 6M | -43.1% | +28.0% | -71.1% | -69.6% |
| YTD | -63.0% | +30.3% | -93.3% | -80.4% |
| 1Y | -93.8% | +59.8% | -153.6% | -98.0% |
| All | -88.0% | +104.9% | -192.9% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling